No it's not illegal. As long as you have actually paid for the game, removing the copy protection for your own use is legal.
Here's what you need to do:
1) Save the file named GAME.OVR in a temporary directory
2) Start a hex editor
3) Load the fie called GAME.OVR
4) Modify the following:

See the related links at the bottom of the tutorial for downloads and supplemental information.
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